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rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Wed, 29 Dec 2010 21:43:23 +0000

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/29/t1293658988stg7ej9zwkglutp.htm/, Retrieved Fri, 03 May 2024 05:17:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=117141, Retrieved Fri, 03 May 2024 05:17:09 +0000

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Estimated Impact

145

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [(Partial) Autocorrelation Function] [(partial) autocor...] [2009-12-09 13:20:29] [f7fc9270f813d017f9fa5b506fdc7682]
-   P   [(Partial) Autocorrelation Function] [autocorrelation] [2009-12-09 13:36:40] [f7fc9270f813d017f9fa5b506fdc7682]
- R PD    [(Partial) Autocorrelation Function] [Autocorrelatie] [2010-12-27 10:35:10] [c420bdd199bcbe079f7d532ca3855317]
-             [(Partial) Autocorrelation Function] [Autocorrelatie NW...] [2010-12-29 21:43:23] [63a115f47699ab31b1a302b9539c58a2] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Herman Ole Andreas Wold' @ www.yougetit.org

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ www.yougetit.org \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117141&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ www.yougetit.org[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117141&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117141&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Herman Ole Andreas Wold' @ www.yougetit.org

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.237247	2.8271	0.002688
2	-0.315694	-3.7619	0.000123
3	-0.304912	-3.6334	0.000195
4	-0.143527	-1.7103	0.044695
5	0.089236	1.0634	0.144711
6	0.111146	1.3245	0.09374
7	0.100269	1.1948	0.11707
8	-0.137018	-1.6328	0.052368
9	-0.263627	-3.1415	0.001023
10	-0.306579	-3.6533	0.000182
11	0.249438	2.9724	0.001736
12	0.82865	9.8745	0
13	0.19369	2.3081	0.01122
14	-0.299292	-3.5665	0.000247
15	-0.291718	-3.4762	0.000337
16	-0.152554	-1.8179	0.035595
17	0.058702	0.6995	0.242687
18	0.09314	1.1099	0.13446
19	0.062717	0.7474	0.228043
20	-0.144973	-1.7276	0.043121
21	-0.251719	-2.9996	0.001597
22	-0.294114	-3.5048	0.000306
23	0.239194	2.8503	0.002509
24	0.725542	8.6458	0
25	0.140313	1.672	0.048361
26	-0.295374	-3.5198	0.00029
27	-0.270472	-3.223	0.000787
28	-0.145948	-1.7392	0.042086
29	0.047171	0.5621	0.287463
30	0.057077	0.6801	0.248759
31	0.043704	0.5208	0.301661
32	-0.14323	-1.7068	0.045024
33	-0.236128	-2.8138	0.002796
34	-0.260946	-3.1095	0.001132
35	0.262387	3.1267	0.001072
36	0.675168	8.0456	0

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.237247 & 2.8271 & 0.002688 \tabularnewline
2 & -0.315694 & -3.7619 & 0.000123 \tabularnewline
3 & -0.304912 & -3.6334 & 0.000195 \tabularnewline
4 & -0.143527 & -1.7103 & 0.044695 \tabularnewline
5 & 0.089236 & 1.0634 & 0.144711 \tabularnewline
6 & 0.111146 & 1.3245 & 0.09374 \tabularnewline
7 & 0.100269 & 1.1948 & 0.11707 \tabularnewline
8 & -0.137018 & -1.6328 & 0.052368 \tabularnewline
9 & -0.263627 & -3.1415 & 0.001023 \tabularnewline
10 & -0.306579 & -3.6533 & 0.000182 \tabularnewline
11 & 0.249438 & 2.9724 & 0.001736 \tabularnewline
12 & 0.82865 & 9.8745 & 0 \tabularnewline
13 & 0.19369 & 2.3081 & 0.01122 \tabularnewline
14 & -0.299292 & -3.5665 & 0.000247 \tabularnewline
15 & -0.291718 & -3.4762 & 0.000337 \tabularnewline
16 & -0.152554 & -1.8179 & 0.035595 \tabularnewline
17 & 0.058702 & 0.6995 & 0.242687 \tabularnewline
18 & 0.09314 & 1.1099 & 0.13446 \tabularnewline
19 & 0.062717 & 0.7474 & 0.228043 \tabularnewline
20 & -0.144973 & -1.7276 & 0.043121 \tabularnewline
21 & -0.251719 & -2.9996 & 0.001597 \tabularnewline
22 & -0.294114 & -3.5048 & 0.000306 \tabularnewline
23 & 0.239194 & 2.8503 & 0.002509 \tabularnewline
24 & 0.725542 & 8.6458 & 0 \tabularnewline
25 & 0.140313 & 1.672 & 0.048361 \tabularnewline
26 & -0.295374 & -3.5198 & 0.00029 \tabularnewline
27 & -0.270472 & -3.223 & 0.000787 \tabularnewline
28 & -0.145948 & -1.7392 & 0.042086 \tabularnewline
29 & 0.047171 & 0.5621 & 0.287463 \tabularnewline
30 & 0.057077 & 0.6801 & 0.248759 \tabularnewline
31 & 0.043704 & 0.5208 & 0.301661 \tabularnewline
32 & -0.14323 & -1.7068 & 0.045024 \tabularnewline
33 & -0.236128 & -2.8138 & 0.002796 \tabularnewline
34 & -0.260946 & -3.1095 & 0.001132 \tabularnewline
35 & 0.262387 & 3.1267 & 0.001072 \tabularnewline
36 & 0.675168 & 8.0456 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117141&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.237247[/C][C]2.8271[/C][C]0.002688[/C][/ROW]
[ROW][C]2[/C][C]-0.315694[/C][C]-3.7619[/C][C]0.000123[/C][/ROW]
[ROW][C]3[/C][C]-0.304912[/C][C]-3.6334[/C][C]0.000195[/C][/ROW]
[ROW][C]4[/C][C]-0.143527[/C][C]-1.7103[/C][C]0.044695[/C][/ROW]
[ROW][C]5[/C][C]0.089236[/C][C]1.0634[/C][C]0.144711[/C][/ROW]
[ROW][C]6[/C][C]0.111146[/C][C]1.3245[/C][C]0.09374[/C][/ROW]
[ROW][C]7[/C][C]0.100269[/C][C]1.1948[/C][C]0.11707[/C][/ROW]
[ROW][C]8[/C][C]-0.137018[/C][C]-1.6328[/C][C]0.052368[/C][/ROW]
[ROW][C]9[/C][C]-0.263627[/C][C]-3.1415[/C][C]0.001023[/C][/ROW]
[ROW][C]10[/C][C]-0.306579[/C][C]-3.6533[/C][C]0.000182[/C][/ROW]
[ROW][C]11[/C][C]0.249438[/C][C]2.9724[/C][C]0.001736[/C][/ROW]
[ROW][C]12[/C][C]0.82865[/C][C]9.8745[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.19369[/C][C]2.3081[/C][C]0.01122[/C][/ROW]
[ROW][C]14[/C][C]-0.299292[/C][C]-3.5665[/C][C]0.000247[/C][/ROW]
[ROW][C]15[/C][C]-0.291718[/C][C]-3.4762[/C][C]0.000337[/C][/ROW]
[ROW][C]16[/C][C]-0.152554[/C][C]-1.8179[/C][C]0.035595[/C][/ROW]
[ROW][C]17[/C][C]0.058702[/C][C]0.6995[/C][C]0.242687[/C][/ROW]
[ROW][C]18[/C][C]0.09314[/C][C]1.1099[/C][C]0.13446[/C][/ROW]
[ROW][C]19[/C][C]0.062717[/C][C]0.7474[/C][C]0.228043[/C][/ROW]
[ROW][C]20[/C][C]-0.144973[/C][C]-1.7276[/C][C]0.043121[/C][/ROW]
[ROW][C]21[/C][C]-0.251719[/C][C]-2.9996[/C][C]0.001597[/C][/ROW]
[ROW][C]22[/C][C]-0.294114[/C][C]-3.5048[/C][C]0.000306[/C][/ROW]
[ROW][C]23[/C][C]0.239194[/C][C]2.8503[/C][C]0.002509[/C][/ROW]
[ROW][C]24[/C][C]0.725542[/C][C]8.6458[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.140313[/C][C]1.672[/C][C]0.048361[/C][/ROW]
[ROW][C]26[/C][C]-0.295374[/C][C]-3.5198[/C][C]0.00029[/C][/ROW]
[ROW][C]27[/C][C]-0.270472[/C][C]-3.223[/C][C]0.000787[/C][/ROW]
[ROW][C]28[/C][C]-0.145948[/C][C]-1.7392[/C][C]0.042086[/C][/ROW]
[ROW][C]29[/C][C]0.047171[/C][C]0.5621[/C][C]0.287463[/C][/ROW]
[ROW][C]30[/C][C]0.057077[/C][C]0.6801[/C][C]0.248759[/C][/ROW]
[ROW][C]31[/C][C]0.043704[/C][C]0.5208[/C][C]0.301661[/C][/ROW]
[ROW][C]32[/C][C]-0.14323[/C][C]-1.7068[/C][C]0.045024[/C][/ROW]
[ROW][C]33[/C][C]-0.236128[/C][C]-2.8138[/C][C]0.002796[/C][/ROW]
[ROW][C]34[/C][C]-0.260946[/C][C]-3.1095[/C][C]0.001132[/C][/ROW]
[ROW][C]35[/C][C]0.262387[/C][C]3.1267[/C][C]0.001072[/C][/ROW]
[ROW][C]36[/C][C]0.675168[/C][C]8.0456[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117141&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117141&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.237247	2.8271	0.002688
2	-0.315694	-3.7619	0.000123
3	-0.304912	-3.6334	0.000195
4	-0.143527	-1.7103	0.044695
5	0.089236	1.0634	0.144711
6	0.111146	1.3245	0.09374
7	0.100269	1.1948	0.11707
8	-0.137018	-1.6328	0.052368
9	-0.263627	-3.1415	0.001023
10	-0.306579	-3.6533	0.000182
11	0.249438	2.9724	0.001736
12	0.82865	9.8745	0
13	0.19369	2.3081	0.01122
14	-0.299292	-3.5665	0.000247
15	-0.291718	-3.4762	0.000337
16	-0.152554	-1.8179	0.035595
17	0.058702	0.6995	0.242687
18	0.09314	1.1099	0.13446
19	0.062717	0.7474	0.228043
20	-0.144973	-1.7276	0.043121
21	-0.251719	-2.9996	0.001597
22	-0.294114	-3.5048	0.000306
23	0.239194	2.8503	0.002509
24	0.725542	8.6458	0
25	0.140313	1.672	0.048361
26	-0.295374	-3.5198	0.00029
27	-0.270472	-3.223	0.000787
28	-0.145948	-1.7392	0.042086
29	0.047171	0.5621	0.287463
30	0.057077	0.6801	0.248759
31	0.043704	0.5208	0.301661
32	-0.14323	-1.7068	0.045024
33	-0.236128	-2.8138	0.002796
34	-0.260946	-3.1095	0.001132
35	0.262387	3.1267	0.001072
36	0.675168	8.0456	0

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.237247	2.8271	0.002688
2	-0.394166	-4.697	3e-06
3	-0.13421	-1.5993	0.055989
4	-0.17552	-2.0916	0.019129
5	0.019818	0.2362	0.406827
6	-0.073713	-0.8784	0.190606
7	0.083209	0.9916	0.161551
8	-0.222905	-2.6562	0.004403
9	-0.145901	-1.7386	0.042136
10	-0.421836	-5.0268	1e-06
11	0.363588	4.3326	1.4e-05
12	0.660695	7.8731	0
13	-0.05958	-0.71	0.239442
14	0.02247	0.2678	0.394637
15	0.115771	1.3796	0.084943
16	-0.108607	-1.2942	0.098847
17	-0.011007	-0.1312	0.447915
18	-0.116727	-1.391	0.083206
19	-0.117374	-1.3987	0.082045
20	-0.1382	-1.6468	0.0509
21	-0.067758	-0.8074	0.210386
22	-0.148344	-1.7677	0.039627
23	-0.038116	-0.4542	0.325187
24	0.040863	0.4869	0.313528
25	-0.087897	-1.0474	0.148343
26	-0.064297	-0.7662	0.22242
27	0.073353	0.8741	0.191768
28	-0.05501	-0.6555	0.256597
29	0.039837	0.4747	0.317859
30	-0.134886	-1.6074	0.055099
31	0.044272	0.5276	0.299312
32	-0.109304	-1.3025	0.097426
33	-0.012851	-0.1531	0.439252
34	-0.060084	-0.716	0.237588
35	0.093506	1.1143	0.133525
36	0.035877	0.4275	0.334822

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.237247 & 2.8271 & 0.002688 \tabularnewline
2 & -0.394166 & -4.697 & 3e-06 \tabularnewline
3 & -0.13421 & -1.5993 & 0.055989 \tabularnewline
4 & -0.17552 & -2.0916 & 0.019129 \tabularnewline
5 & 0.019818 & 0.2362 & 0.406827 \tabularnewline
6 & -0.073713 & -0.8784 & 0.190606 \tabularnewline
7 & 0.083209 & 0.9916 & 0.161551 \tabularnewline
8 & -0.222905 & -2.6562 & 0.004403 \tabularnewline
9 & -0.145901 & -1.7386 & 0.042136 \tabularnewline
10 & -0.421836 & -5.0268 & 1e-06 \tabularnewline
11 & 0.363588 & 4.3326 & 1.4e-05 \tabularnewline
12 & 0.660695 & 7.8731 & 0 \tabularnewline
13 & -0.05958 & -0.71 & 0.239442 \tabularnewline
14 & 0.02247 & 0.2678 & 0.394637 \tabularnewline
15 & 0.115771 & 1.3796 & 0.084943 \tabularnewline
16 & -0.108607 & -1.2942 & 0.098847 \tabularnewline
17 & -0.011007 & -0.1312 & 0.447915 \tabularnewline
18 & -0.116727 & -1.391 & 0.083206 \tabularnewline
19 & -0.117374 & -1.3987 & 0.082045 \tabularnewline
20 & -0.1382 & -1.6468 & 0.0509 \tabularnewline
21 & -0.067758 & -0.8074 & 0.210386 \tabularnewline
22 & -0.148344 & -1.7677 & 0.039627 \tabularnewline
23 & -0.038116 & -0.4542 & 0.325187 \tabularnewline
24 & 0.040863 & 0.4869 & 0.313528 \tabularnewline
25 & -0.087897 & -1.0474 & 0.148343 \tabularnewline
26 & -0.064297 & -0.7662 & 0.22242 \tabularnewline
27 & 0.073353 & 0.8741 & 0.191768 \tabularnewline
28 & -0.05501 & -0.6555 & 0.256597 \tabularnewline
29 & 0.039837 & 0.4747 & 0.317859 \tabularnewline
30 & -0.134886 & -1.6074 & 0.055099 \tabularnewline
31 & 0.044272 & 0.5276 & 0.299312 \tabularnewline
32 & -0.109304 & -1.3025 & 0.097426 \tabularnewline
33 & -0.012851 & -0.1531 & 0.439252 \tabularnewline
34 & -0.060084 & -0.716 & 0.237588 \tabularnewline
35 & 0.093506 & 1.1143 & 0.133525 \tabularnewline
36 & 0.035877 & 0.4275 & 0.334822 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=117141&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.237247[/C][C]2.8271[/C][C]0.002688[/C][/ROW]
[ROW][C]2[/C][C]-0.394166[/C][C]-4.697[/C][C]3e-06[/C][/ROW]
[ROW][C]3[/C][C]-0.13421[/C][C]-1.5993[/C][C]0.055989[/C][/ROW]
[ROW][C]4[/C][C]-0.17552[/C][C]-2.0916[/C][C]0.019129[/C][/ROW]
[ROW][C]5[/C][C]0.019818[/C][C]0.2362[/C][C]0.406827[/C][/ROW]
[ROW][C]6[/C][C]-0.073713[/C][C]-0.8784[/C][C]0.190606[/C][/ROW]
[ROW][C]7[/C][C]0.083209[/C][C]0.9916[/C][C]0.161551[/C][/ROW]
[ROW][C]8[/C][C]-0.222905[/C][C]-2.6562[/C][C]0.004403[/C][/ROW]
[ROW][C]9[/C][C]-0.145901[/C][C]-1.7386[/C][C]0.042136[/C][/ROW]
[ROW][C]10[/C][C]-0.421836[/C][C]-5.0268[/C][C]1e-06[/C][/ROW]
[ROW][C]11[/C][C]0.363588[/C][C]4.3326[/C][C]1.4e-05[/C][/ROW]
[ROW][C]12[/C][C]0.660695[/C][C]7.8731[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]-0.05958[/C][C]-0.71[/C][C]0.239442[/C][/ROW]
[ROW][C]14[/C][C]0.02247[/C][C]0.2678[/C][C]0.394637[/C][/ROW]
[ROW][C]15[/C][C]0.115771[/C][C]1.3796[/C][C]0.084943[/C][/ROW]
[ROW][C]16[/C][C]-0.108607[/C][C]-1.2942[/C][C]0.098847[/C][/ROW]
[ROW][C]17[/C][C]-0.011007[/C][C]-0.1312[/C][C]0.447915[/C][/ROW]
[ROW][C]18[/C][C]-0.116727[/C][C]-1.391[/C][C]0.083206[/C][/ROW]
[ROW][C]19[/C][C]-0.117374[/C][C]-1.3987[/C][C]0.082045[/C][/ROW]
[ROW][C]20[/C][C]-0.1382[/C][C]-1.6468[/C][C]0.0509[/C][/ROW]
[ROW][C]21[/C][C]-0.067758[/C][C]-0.8074[/C][C]0.210386[/C][/ROW]
[ROW][C]22[/C][C]-0.148344[/C][C]-1.7677[/C][C]0.039627[/C][/ROW]
[ROW][C]23[/C][C]-0.038116[/C][C]-0.4542[/C][C]0.325187[/C][/ROW]
[ROW][C]24[/C][C]0.040863[/C][C]0.4869[/C][C]0.313528[/C][/ROW]
[ROW][C]25[/C][C]-0.087897[/C][C]-1.0474[/C][C]0.148343[/C][/ROW]
[ROW][C]26[/C][C]-0.064297[/C][C]-0.7662[/C][C]0.22242[/C][/ROW]
[ROW][C]27[/C][C]0.073353[/C][C]0.8741[/C][C]0.191768[/C][/ROW]
[ROW][C]28[/C][C]-0.05501[/C][C]-0.6555[/C][C]0.256597[/C][/ROW]
[ROW][C]29[/C][C]0.039837[/C][C]0.4747[/C][C]0.317859[/C][/ROW]
[ROW][C]30[/C][C]-0.134886[/C][C]-1.6074[/C][C]0.055099[/C][/ROW]
[ROW][C]31[/C][C]0.044272[/C][C]0.5276[/C][C]0.299312[/C][/ROW]
[ROW][C]32[/C][C]-0.109304[/C][C]-1.3025[/C][C]0.097426[/C][/ROW]
[ROW][C]33[/C][C]-0.012851[/C][C]-0.1531[/C][C]0.439252[/C][/ROW]
[ROW][C]34[/C][C]-0.060084[/C][C]-0.716[/C][C]0.237588[/C][/ROW]
[ROW][C]35[/C][C]0.093506[/C][C]1.1143[/C][C]0.133525[/C][/ROW]
[ROW][C]36[/C][C]0.035877[/C][C]0.4275[/C][C]0.334822[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=117141&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=117141&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.237247	2.8271	0.002688
2	-0.394166	-4.697	3e-06
3	-0.13421	-1.5993	0.055989
4	-0.17552	-2.0916	0.019129
5	0.019818	0.2362	0.406827
6	-0.073713	-0.8784	0.190606
7	0.083209	0.9916	0.161551
8	-0.222905	-2.6562	0.004403
9	-0.145901	-1.7386	0.042136
10	-0.421836	-5.0268	1e-06
11	0.363588	4.3326	1.4e-05
12	0.660695	7.8731	0
13	-0.05958	-0.71	0.239442
14	0.02247	0.2678	0.394637
15	0.115771	1.3796	0.084943
16	-0.108607	-1.2942	0.098847
17	-0.011007	-0.1312	0.447915
18	-0.116727	-1.391	0.083206
19	-0.117374	-1.3987	0.082045
20	-0.1382	-1.6468	0.0509
21	-0.067758	-0.8074	0.210386
22	-0.148344	-1.7677	0.039627
23	-0.038116	-0.4542	0.325187
24	0.040863	0.4869	0.313528
25	-0.087897	-1.0474	0.148343
26	-0.064297	-0.7662	0.22242
27	0.073353	0.8741	0.191768
28	-0.05501	-0.6555	0.256597
29	0.039837	0.4747	0.317859
30	-0.134886	-1.6074	0.055099
31	0.044272	0.5276	0.299312
32	-0.109304	-1.3025	0.097426
33	-0.012851	-0.1531	0.439252
34	-0.060084	-0.716	0.237588
35	0.093506	1.1143	0.133525
36	0.035877	0.4275	0.334822

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = MA ; par7 = 0.95 ; par8 = ; par9 = ; par10 = ; par11 = ; par12 = ; par13 = ; par14 = ; par15 = ; par16 = ; par17 = ; par18 = ; par19 = ; par20 = ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code